+525.4%
WPM vs SPYG
+424.6%
+100.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.7% |
| 7D | -0.6% | -0.9% | +0.3% | -0.2% |
| 30D | +14.4% | -1.5% | +15.9% | +15.2% |
| 3M | +37.0% | +3.7% | +33.2% | +35.1% |
| 6M | +4.1% | +16.4% | -12.3% | -1.2% |
| YTD | +31.7% | +13.3% | +18.4% | +26.2% |
| 1Y | +44.2% | +17.9% | +26.3% | +36.2% |
| 3Y | +265.5% | +98.3% | +167.1% | +184.7% |
| 5Y | +262.5% | +86.4% | +176.1% | +182.7% |
| All | +525.4% | +424.6% | +100.8% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling